I've seen guys set up windbreaks using conduit as uprights, and tarp in between. If you have a sled, you could rig this up. Also, I've seen people bring a drill and drill holes in the ice to hold up the conduit. Just make sure to have tie-downs on the upwind side, and put something on these to make sure you don't trip over them! Takes a while to set up, but if you're in a bind, it might work out for you.